Systems of differential equations

April 22, 2019

1 Exercices
Ex. 1 Integrate the following systems using the elimination method:
 0
 y =y−z+w
a) z0 = y + z − w ;
 0
w = 2y − z
 0
x = x + y + et
b) , x = x(t), y = y(t), t ∈ R.
y 0 = x + y − et

Ex. 2 Integrate the following systems:

 0
 y = 3y − z + w
a) z0 = y + z + w ;
 0
w = 4y − z + 4w
 0
 y =y−z+w
b) z0 = y + z − w ;
 0
w = 2w − z

Ex. 3 Integrate the following symmetric systems:

dx dy dz
a) x(y−z) = y(z−x) = z(x−y) ;

dx dy dz
b) xy 2
= yx2
= z(x2 +y 2 )
;

dx dy dz
c) az−by = bx−cz = cy−ax , a, b, c ∈ R;

1
 dx dy dz
d) x = y = z+xy ;

dx dy dz
e) x+y 2 +z 2
= y = z ;

dx dy dz
f) x(y m −z m ) = y(z m −xm ) = z(xm −y m ) , m ∈ N;
dx dy dz
g) x−y = x+y = z ;

dx dy dz
h) x3 +3xy 2
= 2y 3
= 2y 2 z
;
dx dy √ dz
i) x = y = .
z− x2 +y 2 +z 2

2 Solutions
Solutie Ex. 1 a) We reduce the above system to a linear differential
equation of order 3 in y. By differentiating once the first equation
we get y 00 = y 0 − z 0 + w0 , which taking account of the expressions of
y 0 , z 0 and w0 leads to

(2.1) y 00 = 2y − 3z + 2w.

After a second differentiation we obtain

(2.2) y 000 = 3y − 7z + 5w.

Now, consider the first equation of the initial system and the expres-
sions of y 0 given by relation (2.1) and y 00 given by (2.2) we get the
below system:  0
 y =y−z+w
y 00 = 2y − 3z + 2w
 000
y = 3y − 7z + 5w
From the first 2 equations we express z and w in terms of y, y 0 and
y 00 and we obtain z = 2y 0 − y 00 and w = 3y 0 − y 00 − y. Replacing
those relation in the last equation of the system we obtain, the linear
differential equation with constant coefficients y 000 − 2y 00 − y 0 + 2y = 0,
which has the solution

y(x) = C1 ex + C2 e−x + C3 e2x , C1 , C2 , C3 ∈ R.

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 Consequently
z(x) = C1 ex − 3C2 e−x , C1 , C2 , C3 ∈ R,
and
w(x) = C1 ex − 5C2 e−x + C3 e2x .

b) From the first equation we get x0 − x = y + et . Now, differentiating

and replacing x0 and y 0 we obtain
x00 − x0 = y 0 + et ,
x00 − x − y − et = x + y − et + et ,
consequently x00 − 2x = 2y + et . Replacing y = x0 − x − et in the above
equation, we obtain the linear non-homogenous equation of order 2
x00 − 2x0 = −et .
The characteristic equation is r2 − 2r = 0 with the roots r1 = 0, r2 = 2
hence xo = C1 + C2 e2 t. Since 1 is not a root of the characteristic
equation we search for a particular solution of the form xp = Aet . We
obtain Aet − 2Aet = −et hence A = 1 and the solution is
x = xh + xp = C1 + C2 e2t + et ;
y = (C1 + C2 e2t + et )0 − (C1 + C2 e2t + et ) − et = −C1 + C2 e2t − et .

Solutie Ex. 2 a) We consider for this system the associated matrix

 
3 −1 1
A =  1 1 1 .
4 −1 4
We find first its eigenvalues. By solving the equation det(A − rI3 ) = 0,
we find the real and distinct eigenvalues r1 = 1, r2 = 2 and r3 = 5.
For each of the above eigenvalue we get a corresponding eigenvector.
For r1 = 1 consider for instance the eigenvector
 
1
v1 =  1  ,
−1

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 for r2 = 2 take the eigenvector
 
−1
v2 =  2  ,
3

and finally for r3 = 5 consider the eigenvector



1
v1 =  1  .
3

The solution of the system is given by

 y(x) = C1 ex − C2 e2x + C3 e5x



z(x) = C1 ex + 2C2 e2x + C3 e5x

w(x) = −C1 ex + 3C2 e2x + 3C3 e5x


b) We consider for this system the associated matrix

 
1 −1 1
A =  1 1 −1  .
0 −1 2

We find first its eigenvalues. By solving the equation det(A − rI3 ) = 0,

we find the real eigenvalues r1 = r2 = 1 and r2 = 2. For the simple
root r = 2 we consider the eigenvector

1
v =  0 ,
1

For the double root r = 1 we search for solutions of the form:

 y(x) = (a1 x + b1 )ex



z(x) = (a2 x + b2 )ex

w(x) = (a3 x + b3 )ex


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 Now by replacing the above solutions in the initial system we express
a2 , a3 , b2 and b3 in terms of a1 and b1 and we get a1 = a2 = a3 ,
b2 = −2a1 + b1 and b3 = b1 − a1 . therefore, the solution has the form

 y(x) = (a1 x + b1 )ex



z(x) = (a1 x − 2a1 + b1 )ex

w(x) = (a1 x + b1 − a1 )ex


Taking a1 = 0 and b1 = 1 and a1 = 1 and b1 = 0 on the other hand we

obtain two linearly independent solutions. Consequently, the solution
of the system is

 y(x) = C1 e2x + C2 ex + C3 xex



z(x) = C2 ex + (x − 2)C3 ex
w(x) = C1 e2x + C2 ex + (x + 1)C3 ex


Solutie Ex. 3 For each of the systems we determine two prime integrals.

a) On one hand we have

dx dy dz dx + dy + dz
= = = ,
x(y − z) y(z − x) z(x − y) xy − xz + yz − xy + xz − yz

which leads to d(x + y + z) = 0, hence the first prime integra is

x + y + z = C1 .

On the other hand the initial system is equivalent with

dx dy dz dx dy dz
x y z x + y + z
= = = ,
y−z z−x x−y y−z+z−x+x−y

which leads to d(ln |x| + ln |y| + ln |z|) = 0, or equivalently d(ln |xyz|) =

0. Consequently the second prime integral is xyz = C2 .
The solution of the system is

x + y + z = C1
xyz = C2

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b) Following a similar reasoning we get the solution
 z
xy = C1
x 2 − y 2 = C2

c) The solution of the system is


cx + ay + bz = C1
x 2 + y 2 + z 2 = C2

d) Taking into account the equality between the first two ratios we have
dx dy x
x = y which gives the first prime integral y = C1 . On the other hand
we have
−ydx −xdy dz dz − xdy − ydx
= = = .
−xy −xy z + xy z − xy
Now using the equality
dx dz − xdy − ydx
=
x z − xy
we obtain by integration the second prime integral
z − xy
= C2 .
x
Hence, the solution of the system is
 x
y = C1
z−xy
x = C2

e) Using similar reasoning we get the solution

( y
z = C1
x−y 2 −z 2
y = C2

f ) The solution of the system is


xyz = C1
x m + y m + z m = C2

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g) On one hand we get

2xdx 2ydy 2zdz d(x2 + y 2 + z 2 )

= = = .
2x2 − 2xy 2yx + y 2 2z 2 2(x2 + y 2 + z 2 )

Now using the equality

dz d(x2 + y 2 + z 2 )
= ,
z 2(x2 + y 2 + z 2 )
2 +y 2 +z 2
we obtain a first prim integral, namely x z2
= C1 . Furthermore
using the equality
dx dy
=
x−y x+y
we obtain the homogeneous equation

1 + xy
y0 = .
1 − xy
y
Using the substitution u = x we get u + u0 x = 1+u
1−u with the solution

1
ln |x| + ln (u2 + 1) − arctan u = C2 ,
2
or equivalently
p y
ln y 2 + x2 − arctan = C2 .
x
Consequently the solution of the system is
(
x2 +y 2 +z 2
pz 2 = C1
ln y 2 + x2 − arctan xy = C2

h) The solution of the system is

(
y
z = C1
y3
x2
+y = C2

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i) From the equality of the first two terms we get the prime integral
x
= C1 .
y
On the other hand we have
p p
xdx ydy (z + x2 + y 2 + z 2 )dz xdx + ydy + (z + x2 + y 2 + z 2 )dz
= 2 = = ,
x2 y z 2 − (x2 + y 2 + z 2 ) x2 + y 2 + z 2 − x2 − y 2 − z 2
p
which leads to xdx + ydy + zdz = − x2 + y 2 + z 2 dz, or equivalently
x y z
p dx + p dy + p dz = −dz.
x2 + y 2 + z 2 x2 + y 2 + z 2 x2 + y 2 + z 2
p
Hence x2 + y 2 + z 2 + z = C2 . The solution of the system is
(
x
py = C1
x 2 + y 2 + z 2 + z = C2